+10.7%
TTMI vs DRI
+34.0%
-23.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +5.1% | -15.2% | -8.9% |
| 7D | -19.2% | +6.5% | -25.7% | -17.9% |
| 30D | -44.9% | +16.4% | -61.3% | -43.7% |
| 3M | -44.7% | +13.6% | -58.4% | -43.6% |
| 6M | -53.4% | +22.0% | -75.4% | -53.0% |
| YTD | +6.3% | +29.3% | -23.0% | +4.3% |
| 1Y | +10.7% | +32.0% | -21.3% | +7.4% |
| All | +10.7% | +34.0% | -23.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling